Volatility estimation in fractional Ornstein-Uhlenbeck models (Q5106730)
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scientific article; zbMATH DE number 7191832
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility estimation in fractional Ornstein-Uhlenbeck models |
scientific article; zbMATH DE number 7191832 |
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Volatility estimation in fractional Ornstein-Uhlenbeck models (English)
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22 April 2020
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fractional Brownian motion
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quadratic variation
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volatility
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